INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
28 Sep 2025 10:08 PM IST
| INDHOTEL 28OCT2025 750 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.71
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 709.80 | 9.1 | -7.5 | 25.42 | 992 | 322 | 653 | |||||||||
| 21 Sept | 775.55 | 43.5 | -4.25 | 23.59 | 17 | 15 | 23 | |||||||||
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| 14 Sept | 777.70 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 750 expiring on 28OCT2025
Delta for 750 CE is 0.28
Historical price for 750 CE is as follows
On 28 Sept INDHOTEL was trading at 709.80. The strike last trading price was 9.1, which was -7.5 lower than the previous day. The implied volatity was 25.42, the open interest changed by 322 which increased total open position to 653
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 43.5, which was -4.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by 15 which increased total open position to 23
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 28OCT2025 750 PE | |||||||
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Delta: -0.69
Vega: 0.74
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 709.80 | 44.35 | 16.2 | 28.17 | 220 | 35 | 462 |
| 21 Sept | 775.55 | 10.55 | 1.3 | 23.74 | 155 | 35 | 205 |
| 14 Sept | 777.70 | 9.45 | -1.7 | 21.99 | 8 | 7 | 53 |
For The Indian Hotels Co. Ltd - strike price 750 expiring on 28OCT2025
Delta for 750 PE is -0.69
Historical price for 750 PE is as follows
On 28 Sept INDHOTEL was trading at 709.80. The strike last trading price was 44.35, which was 16.2 higher than the previous day. The implied volatity was 28.17, the open interest changed by 35 which increased total open position to 462
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 10.55, which was 1.3 higher than the previous day. The implied volatity was 23.74, the open interest changed by 35 which increased total open position to 205
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 9.45, which was -1.7 lower than the previous day. The implied volatity was 21.99, the open interest changed by 7 which increased total open position to 53
